The cult TV show landed in the UK in early January and features celebrities not always known for their singing talents performing under huge and elaborate costumes.
The judges must then attempt to guess who it is, but the reveal only happens when the celebrity is voted out.
Fans have long wondered if Amanda is under the Fox mask but when asked on Monday on her Heart FM radio show, her answer only led to more speculation.
“We think we know who the Fox is. It is Foxy Amanda Holden,” suggested one fan to which Amanda stretched her arms above her head in a nonchalant manner and simply shared: “I can’t reveal. I can’t say.”
Fox, Duck and Unicorn all landed in the bottom three of the audience vote on Saturday before Duck and Unicorn were both voted out.
Judges Rita Ora, Davina McCall and Jonathan Ross, and guest judges Kelly and Sharon Osbourne chose to save Fox.
Scissors Sisters star Jake Shears was unmasked as Unicorn after the Osbourne mother and daughter duo guessed his identity after he gave away a clue that Ozzy Osbourne had seen him naked
Asked why he had taken part in the show Shears, 41, said: “It was just right up my alley, It was a no brainer for me. I’ve had so much fun.”
Duck was revealed to be 52-year-old Britpop star Skin from Skunk Anansie, who shouted at Osbourne: “Kelly! I toured with you!”
The 35-year-old TV presenter - who had a pop career between 2002 and 2005 - exclaimed: “I can’t believe I didn’t get that. My mind is blown!”
Skin said hello to judges Sharon Osbourne and Davina McCall and host Joel Dommett exclaimed: “You all know each other.”